-8.1%
PATH vs GFS
+15.5%
-23.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.4% |
| 7D | +0.7% | +17.2% | -16.5% | +2.2% |
| 30D | -1.1% | -8.7% | +7.6% | -2.0% |
| 3M | -14.2% | -19.7% | +5.5% | -15.8% |
| 6M | +30.9% | -40.7% | +71.6% | +25.0% |
| YTD | -20.1% | +22.5% | -42.6% | -27.5% |
| 1Y | -8.1% | +25.2% | -33.3% | -12.7% |
| All | -8.1% | +15.5% | -23.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GFS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling